Wouldn’t it be nice to see the current tags reflected in the tag cloud widget?
WordPress does not output any css classes for the current tags – as it would do for instance in the category or page menu.

A few lines added to functions.php of the currently used theme can change that:

The parameter for registering the widget are taken from the example in the codex; you need to adapt them to fit the existing structure of your theme.
You will of course need to add some styles to format the new custom widget area according to your ideas;
for instance to style the title and to suppress the bullets: